R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(00.521505,00.424828,00.425031,00.477194,00.828021,00.615619,00.366627,00.430888,00.281029,00.464625,00.269395,00.577905,00.566115,00.507758,00.750718,00.680840,00.766109,00.456147,00.497750,00.419327,00.609551,00.457337,00.570548,00.347900,00.387499,00.582429,00.239103,00.236745,00.262616,00.424093,00.365275,00.375076,00.409006,00.389168,00.240261,00.158950,00.439337,00.509468,00.374347,00.433983,00.413056,00.328893,00.518665,00.548650,00.546911,00.496349,00.530893,00.595776,00.557058,00.573133,00.500542,00.543127,00.559366,00.691169,00.440349,00.567666,00.596911,00.473554,00.592394,00.597556,00.633413,00.605712,00.704611,00.480526,00.702686,00.700902,00.603085,00.698092,00.597656,00.802342,00.601711,00.599313,00.602563,00.701663,00.499571,00.498092,00.497569,00.600183,00.333954,00.274437,00.320943,00.540667,00.405021,00.288596,00.327594,00.313261,00.257556,00.213839,00.186186,00.159271)
> par8 = ''
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = '36'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Dr. Ian E. Holliday
> #To cite this work: Ian E. Holliday, 2009, YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: 
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par8 != '') par8 <- as.numeric(par8)
> ox <- x
> if (par8 == '') {
+ if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
+ } else {
+ x <- log(x,base=par8)
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1i4511293627314.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow=c(2,1))
> plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
> if (par8=='') {
+ mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
+ mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
+ } else {
+ mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
+ mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
+ }
> plot(x,type='l', main=mytitle,xlab='time',ylab='value')
> par(op)
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2td4m1293627314.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/3td4m1293627314.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.51589545  0.15857596 -0.16157528  0.09507491 -0.04646519
 [7] -0.07443379  0.19878727 -0.17080634  0.19617829 -0.27953035  0.44171702
[13] -0.46237943  0.14704606 -0.03096114  0.04658325 -0.05391442  0.06114803
[19]  0.08154544 -0.17395000  0.13112251 -0.23971089  0.29857791 -0.18611157
[25]  0.10373225 -0.02200907  0.01039601 -0.05902243  0.05521132  0.02440903
[31] -0.11947165  0.20693274 -0.24298224  0.25102371 -0.17809007  0.08300365
[37] -0.09799526
> (mypacf <- c(rpacf$acf))
 [1] -0.515895450 -0.146585647 -0.199694873 -0.096127314 -0.059967093
 [6] -0.190561586  0.099665457 -0.029949644  0.130670598 -0.128666956
[11]  0.348482123 -0.133621642 -0.182911897 -0.063438071 -0.061900840
[16] -0.169690501  0.083714647  0.011318586 -0.002493543  0.011967114
[21] -0.129762939 -0.025196807  0.190591423 -0.015126224 -0.025013925
[26]  0.037466610 -0.066329424 -0.019763429  0.070932326 -0.034654243
[31]  0.146559892 -0.051268720 -0.024483766 -0.009631217  0.057366219
[36] -0.140756460
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Autocorrelation Function',4,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Time lag k',header=TRUE)
> a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
> a<-table.element(a,'T-STAT',header=TRUE)
> a<-table.element(a,'P-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 2:(par1+1)) {
+ a<-table.row.start(a)
+ a<-table.element(a,i-1,header=TRUE)
+ a<-table.element(a,round(myacf[i],6))
+ mytstat <- myacf[i]*sqrtn
+ a<-table.element(a,round(mytstat,4))
+ a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/4pnkd1293627314.tab") 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Time lag k',header=TRUE)
> a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
> a<-table.element(a,'T-STAT',header=TRUE)
> a<-table.element(a,'P-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:par1) {
+ a<-table.row.start(a)
+ a<-table.element(a,i,header=TRUE)
+ a<-table.element(a,round(mypacf[i],6))
+ mytstat <- mypacf[i]*sqrtn
+ a<-table.element(a,round(mytstat,4))
+ a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/5iejy1293627314.tab") 
> 
> try(system("convert tmp/1i4511293627314.ps tmp/1i4511293627314.png",intern=TRUE))
character(0)
> try(system("convert tmp/2td4m1293627314.ps tmp/2td4m1293627314.png",intern=TRUE))
character(0)
> try(system("convert tmp/3td4m1293627314.ps tmp/3td4m1293627314.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.705   0.471   2.295